Currently the display of the special icons on the desktop is handled using a configuration file, and xfdesktop needs a restart to apply the changes. It'd be nice if it those settings could be applied graphically and instantaneously. Xubuntu has a patch to allow this (it switches from a rc file to mcs settings and adds a few checkbox in the configuration dialog), it could be ported to xfconf and maybe integrated in xfdesktop 4.6. I'm happy to work on a such patch for xfdesktop as soon as the xfconf transition is started. (xubuntu patch attached, build against 4.4.2, as an exemple, I'm not even sure that it applies cleanly on the current trunk)
Created attachment 1639 special icons config
4.6 won't be using MCS, so the patch isn't really useful. Already have plans for this, but it's time-permitting, and I don't have much time lately.
OK, thanks for the answer.
This is in the 4.6 alpha...